0.10Open0.15Pre Close10 Volume207 Open Interest29.00Strike Price100.00Turnover62.13%IV22.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0754Delta0.0457Gamma237.70Leverage Ratio-0.0136Theta0.0008Rho17.93Eff Leverage0.0071Vega